Recent content by Intel_Bvc

As promised I thought I'd post an update on how the system is doing now that I'm trading a real money account. I had £12k capital but only really needed £6k to service the account/system, so I opened the account and deposited £6k with £6 held back but available if needed further down the line...

Crazy Crazy Crazy last few days! I actually don't know where to start... First off I thought I'd stop posting updates every day because I got the impression that me going on about how well the nets are performing doesn't quite seem to be what people want to hear on this forum. No-one seems...

What would you be hoping to see from that setup? I'm about to hook it up to a real money account in the next week or so anyway, so I will try to keep those who are interested up to date every now and again. But this is not the first time I've seen the system perform, its done it on demo's and...

First 2 weeks round-up Yet again the system reacted favourably to the data releases on Friday to finish its first two weeks of trading at $142k, up $22k (18.3%). The last two weeks have shown that despite this being a completely technically driven system, fundamental events like data releases...

Backtesting Example Thought I'd share the type of back-testing analysis I do on my trading signals. Below there are 3 screenshots. Screenshot 1: Shows the spreadsheet that contains every single signal for Threshold strategy on EUR/AUD from July-2012 to April-2013. This equates to 892 trade...

The system is so computationally intensive that I cannot go back and retrospectively generate data. It would take me 1 day to generate 1 day of data/predictions etc. So I only have back testing data for as long as I've been running the system. The system stores every single prediction that it...

So finally we're seeing a sustained pull-back. Currently account equity is $132k up $12k (10%). Interestingly enough one of the big losers (long EUR/AUD) had spent the previous 7 days being profitable. However the optimum hold time is exactly that... the optimum. Not necessarily the best hold...

Interesting article C6. I'm obviously not even anywhere near his level, but the thing we do have in common is that we've approached this challenge from a different angle to others. In this instance it seems not following the crowd is reaping rewards. I've had no outside influence from anyone...

It re-calibrates and then makes a new set of predictions.

The system has over 400 open trades. None of these are pending etc. The reason why I don't say exactly how much is because a handful of trades are 0.2 lots opposed to the usual 0.1. So I cannot say exactly from that aggregated positions table. There is not a maximum as such... but I know how...

c6ackp, Thanks... I've been waiting to start getting some good questions! One of the criticism's people came up with when I started this thread (before they even saw the system perform) was that Neural Nets are slow to respond. I've also seen other threads on this forum with people complaining...

Nets continue to perform well, although account equity has dipped slightly to $139k, up 19k (15.8%). This morning we've seen the first GBP/JPY trades with the nets going short. Also started seeing some trades closing off now that their optimum hold times have been reached. Currently the system...

So yet another impressive day for the nets. Looks like the system is trying to push on rather than consolidate as the current account equity stands at $146k, up $26k (21.6%). The Nets have been positioned nicely to benefit from good GBP data over the last 24 hrs, however the event calendar is...

ChattiFX, is your strategy entirely coded/captured in the EA? If so can't you backtest your different strategy configurations using MT4 backtesting functionality? You could use it to get a better idea of its performance over a much longer period? Stop-Losses is indeed a very interesting...

The Nets continue to outperform even my expectations and are currently up +$22k (+18%). Considering the system has built up a very large long GBP position, the NIESR GDP estimate this afternoon poses significant event risk (or opportunity) so it will be interesting to see how it affects P/L...